Quantum-like approach to financial risk: quantum anthropic principle
暂无分享,去创建一个
We continue the analysis of quantum-like description of market phenomena and economics. We show that it is possible to define a risk inclination operator acting in some Hilbert space that has a lot of common with quantum description of the harmonic oscillator. The approach has roots in the recently developed quantum game theory and quantum computing. A quantum anthropic principle is formulated
[1] 榊原 茂樹. Elton, Edwin J. and Martin J. Gruber, Modern Portfolio Theory and Investment Analysis , 1987 .
[2] R. Penrose,et al. Shadows of the Mind , 1994 .
[3] E. Elton. Modern portfolio theory and investment analysis , 1981 .
[4] Andrew Lesniewski,et al. Noncommutative Geometry , 1997 .
[5] J. Hull. Options, futures, and other derivative securities , 1989 .